+207.2%
C vs CRL
+354.1%
-146.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.7% | +8.9% | -4.1% | +1.6% |
| 30D | +0.2% | +14.0% | -13.8% | -4.9% |
| 3M | -9.3% | +19.8% | -29.2% | -15.7% |
| 6M | -0.8% | +102.0% | -102.9% | -24.3% |
| YTD | +8.5% | +70.8% | -62.3% | -13.0% |
| 1Y | +23.1% | +98.7% | -75.6% | -6.7% |
| 3Y | +220.8% | +98.2% | +122.6% | +124.7% |
| 5Y | +112.4% | -11.7% | +124.1% | +103.0% |
| All | +207.2% | +354.1% | -146.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling